The most banal trading strategy - page 2
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Dear forum members, we have all become convinced that the market is mainly ruled by chance. The search for patterns has so far failed to bring us variable success, again due to the interference of chance.
Yes, I have made sure that this strategy, at least, does not lead to large losses. The trade spins with zero results for a year. But, that's with one set of parameters mentioned above. Real trading at zero for a year can hide the options for profitable trading in case of a different combination of parameters. This is what it is all about. First you need to learn how to trade at zero for a long time, then, gradually move in the right direction.
The strategy does not lead to large losses, for a simple reason. You always have pairs of opposite orders open.
I remember you got into this rake from the very beginning of your activity in financial markets, and now you are trying to get into this rake automatically and constantly.
Sergey Rozhnov has clearly explained the inferiority of such behaviour in the market.
Dear forum members, we have all become convinced that the market is mainly ruled by chance. The search for patterns has not yet led to variable success, again due to the interference of chance.
Let's try to find out the potential of possible success and depths of abyss in case of failure of the most incredible trivial strategies, one of which is to stupidly open N buy and sell positions simultaneously on different TFs with the same or different TP and SL, as well as the initial deposit D.
On the history we should try to optimize N, TF, TP and SL, D. Perhaps many traders have already tried to analyze this strategy, then we will ask them to share their opinions. Who has tried such a strategy in practice?
I have tested it recently with a robot. Without loss coverage (like martingale) the drawdown lasts for years. But with coverage it survives for 10-15 years with relatively small drawdown.
I recently checked with a robot. Without loss coverage (like martingale) drawdown lasts for years. But with coverage it survives for 10-15 years with relatively small drawdown.
So there are options. Just clarify, please, "No loss coverage" and "covered".
Why should we optimize the SL if the orders are opposite? The smaller is the TP, the higher is the probability of getting a profit on both orders. I have seen a strategy with the opening of paired orders and as a result at a certain point in time all orders must be closed.
Are you suggesting to work without SL?
The strategy does not result in large losses, for a simple reason. You always have pairs of opposite orders open.
I remember you have been on this rake since you started in the financial markets, and now you are trying to step on it automatically and constantly.
Sergey Rozhnov has clearly explained the inferiority of such behaviour in the market.
You are wrong, they are not always equal, you need to estimate what the maximum drawdown will be. For example, the price goes down, there will be a shortage of sell orders temporarily. Since the total number of orders is limited, the next order will be random by its status - either sell or buy. About the rake: Igor Zakharov showed above that there are options. There is no need to jump to conclusions. I have never investigated randomness, and searching for patterns has not led to anything.
Wrong, they are not always equal, you need to estimate what the maximum drawdown will be. For example, the price goes down, there will temporarily be a shortage of sell orders. Since the total number of orders is limited, the next order will be random by the status of sell or buy. About the rake: Igor Zakharov showed above that there are options. There is no need to jump to conclusions. I've never done randomness research, and searching for patterns hasn't led to anything.
According to my observations on forums, people are reluctant to change their tactics adopted at the start, even if they are wrong.
You too have been at war with yourself for a dozen years and have not realised your mistake of playing roulette with a"no-lose, no-win combination".
According to my observations on the forums, people are reluctant to change their tactics adopted at the start, even if they are wrong.
You too have been at war with yourself for a dozen years and have not realised your mistake of playing roulette with a"no-lose, no-win combination".
The first publication on the search for patterns is exactly 8 years oldhttps://www.mql5.com/ru/articles/250. This strategy turned out to be profitable, but, on a large interval of time and did not give tangible results. But, the pattern developed and put forward there in the form of URM turned out to be useful in processing all kinds of scientific, technical, social and other research results as the best variant of the regression model. I am happy with this result, as a market search, unexpectedly, led to a more useful result, namely the extension of Gaussian MOC to the domain of non-linear functions. I think I've had enough of being criticised for inaction by uninformed individuals. The power of URM will be appreciated by posterity.